Android itself does not have a polytonic Greek keyboard, either but there is a now free app, HOPLITE Polytonic Keyboard that fully solves the problem.
Microsoft phones, one would expect, would be more compatible with their desktop windows counterparts. I, for one, bought a Lumia 950 running windows 10 believing that it was the same windows as in the desktop version.
Alas, software creators, Microsoft included, have their own entirely hidden agenda and are very very very slow to react to any suggestions or requests or complaints.
As a matter of fact, it is even difficult to telephone them. They have seen to it that their telephone numbers are not easily accessible. They do not want to spend money on personnel, perhaps.

Back to the issue at hand: One could only hope that the creator of the aforesaid android app will care to sometime port it to windows phone 8 and 10.

In the mean time, if anyone can find a way to contact Microsoft, it might be a good idea to ask them to address the issue instead of just exchanging complaints.